+11.5%
IEF vs ESTC
+24.7%
-13.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.8% | -2.6% | +1.9% | -0.8% |
| 30D | +2.0% | -8.6% | +10.6% | +2.1% |
| 3M | -1.1% | +14.4% | -15.4% | -1.1% |
| 6M | -1.9% | +73.3% | -75.2% | -2.2% |
| YTD | -2.2% | +15.7% | -18.0% | -2.3% |
| 1Y | -2.3% | -7.6% | +5.2% | -2.4% |
| 3Y | +11.6% | +14.6% | -3.0% | +11.3% |
| 5Y | -7.1% | -50.0% | +43.0% | -7.8% |
| All | +11.5% | +24.7% | -13.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling